How to Make Money in Microseconds

Research output: Contribution to journalArticle


What goes on in stock markets appears quite different when viewed on different timescales. Look at a whole day’s trading, and market participants can usually tell you a plausible story about how the arrival of news has changed traders’ perceptions of the prospects for a company or the entire economy and pushed share prices up or down. Look at trading activity on a scale of milliseconds, however, and things seem quite different.
Original languageEnglish
Pages (from-to)16-18
Number of pages3
JournalLondon Review of Books
Issue number10
Publication statusPublished - 19 May 2011


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